摘要
ＧＭ（１，１）模型参数估计的新方法及假设检验唐五湘（北京机械工业学院工商管理分院，１０００８５）ＡＮｅＷＭｅｔｈｏｄｏｆＥｓｔｉｍａｔｉｏｎｏｆｔｈｅＧＭ（１，１）ＭｏｄｅｌＰａｒａｍｅｔｅｒｓａｎｄＨｙｐｏｔｈｅｓｉｓＴｅｓｔｉｎｇＴａｎｇＷｕｘｉ...
In this paper,by studing the traditional method of estima- tion of the GM(1,1)model parameters,it is discovered that the GM(1,1)model is an exponential forecasting model.So,a new method-dividing method,of estimation of the GM(1,1)model parameters,is proposed.By means of the dividing method ,the calculating volume of estimation of the GM(1,1) model is decrease greatly,and the applicable range in the GM(1,1)model is widened. Practical examples shows that the forecasting precision of the GM(1,1) model is improved,by means of the dividing method.And the method of hypothesis testing in GM(1,1) model is given.
出处
《系统工程理论与实践》
EI
CSCD
北大核心
1995年第3期20-25,49,共7页
Systems Engineering-Theory & Practice
关键词
灰色预测模型
参数估计
假设检验
GM(1,1)model
estimation of parameters
accumulating method
dividing method
hypothesis testing
